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RUNGE-KUTTA SEMIDISCRETIZATIONS FOR STOCHASTIC MAXWELL EQUATIONS WITH ADDITIVE NOISE

文献类型：期刊论文

作者Chen, Chuchu1,2; Hong, Jialin1,2; Ji, Lihai3
刊名SIAM JOURNAL ON NUMERICAL ANALYSIS
出版日期2019
卷号57期号:2页码:702-727
关键词stochastic Maxwell equations stochastic Runge-Kutta semidiscretization stochastic symplecticity mean-square convergence order
ISSN号0036-1429
DOI10.1137/18M1193372
英文摘要The paper concerns semidiscretizations in time of stochastic Maxwell equations driven by additive noise. We show that the equations admit physical properties and mathematical structures, including regularity, energy and divergence evolution laws, and stochastic symplecticity. In order to inherit the intrinsic properties of the original system, we introduce a general class of stochastic Runge-Kutta methods and deduce the condition of symplecticity-preserving. By utilizing a priori estimates on numerical approximations and semigroup approach, we show that the methods, which are algebraically stable and coercive, are well-posed and convergent with order one in a mean-square sense, which answers an open problem in Remark 18 in [C. Chen and J. Hong, SIAM J. Numer. Anal., 54 (2016), pp. 2569-2593] for stochastic Maxwell equations driven by additive noise.
资助项目National Natural Science Foundation of China[11601032] ; National Natural Science Foundation of China[11471310]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000466423000009
出版者SIAM PUBLICATIONS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/34766]  
专题计算数学与科学工程计算研究所
通讯作者Ji, Lihai
作者单位1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, Peoples R China
3.Inst Appl Phys & Computat Math, Beijing 100094, Peoples R China
推荐引用方式
GB/T 7714		 Chen, Chuchu,Hong, Jialin,Ji, Lihai. RUNGE-KUTTA SEMIDISCRETIZATIONS FOR STOCHASTIC MAXWELL EQUATIONS WITH ADDITIVE NOISE[J]. SIAM JOURNAL ON NUMERICAL ANALYSIS,2019,57(2):702-727.
APA Chen, Chuchu,Hong, Jialin,&Ji, Lihai.(2019).RUNGE-KUTTA SEMIDISCRETIZATIONS FOR STOCHASTIC MAXWELL EQUATIONS WITH ADDITIVE NOISE.SIAM JOURNAL ON NUMERICAL ANALYSIS,57(2),702-727.
MLA Chen, Chuchu,et al."RUNGE-KUTTA SEMIDISCRETIZATIONS FOR STOCHASTIC MAXWELL EQUATIONS WITH ADDITIVE NOISE".SIAM JOURNAL ON NUMERICAL ANALYSIS 57.2(2019):702-727.

入库方式： OAI收割

来源：数学与系统科学研究院

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